Is your cablemodem wireless (note I have a wireless connection in my laptop which is eth0) If yes you don't need the wlan0 connection._________________Time savers:
Find packages in a snap and install using Puppy Package Manager (Menu).
Consult Wikka
Use peppyy's puppysearch

OK, then Internet Connection Sharing is the search argument for the puppysearch link in my sig._________________Time savers:
Find packages in a snap and install using Puppy Package Manager (Menu).
Consult Wikka
Use peppyy's puppysearch

One possible reason for that could be that the Vista default firewall does not answer pings. I don't know Vista, so that is just a guess, but I am fairly confident Vista does have a default firewall turned on.